NIKKEI 225 Index Future (Globex) September 2010

Trading Metrics calculated at close of trading on 07-Jun-2010

Day Change Summary
	Previous	Current
	04-Jun-2010	07-Jun-2010	Change	Change %	Previous Week
Open	9,965	9,665	-300	-3.0%	9,790
High	10,025	9,675	-350	-3.5%	10,050
Low	9,625	9,450	-175	-1.8%	9,625
Close	9,675	9,450	-225	-2.3%	9,675
Range	400	225	-175	-43.8%	425
ATR	166	171	4	2.5%	0
Volume	154	325	171	111.0%	858

Daily Pivots for day following 07-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,200	10,050	9,574
R3	9,975	9,825	9,512
R2	9,750	9,750	9,491
R1	9,600	9,600	9,471	9,563
PP	9,525	9,525	9,525	9,506
S1	9,375	9,375	9,430	9,338
S2	9,300	9,300	9,409
S3	9,075	9,150	9,388
S4	8,850	8,925	9,326

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,058	10,792	9,909
R3	10,633	10,367	9,792
R2	10,208	10,208	9,753
R1	9,942	9,942	9,714	9,863
PP	9,783	9,783	9,783	9,744
S1	9,517	9,517	9,636	9,438
S2	9,358	9,358	9,597
S3	8,933	9,092	9,558
S4	8,508	8,667	9,441

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,050	9,450	600	6.3%	227	2.4%	0%	False	True	236
10	10,050	9,450	600	6.3%	203	2.1%	0%	False	True	129
20	10,680	9,450	1,230	13.0%	102	1.1%	0%	False	True	65
40	11,365	9,450	1,915	20.3%	73	0.8%	0%	False	True	37

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,631
2.618	10,264
1.618	10,039
1.000	9,900
0.618	9,814
HIGH	9,675
0.618	9,589
0.500	9,563
0.382	9,536
LOW	9,450
0.618	9,311
1.000	9,225
1.618	9,086
2.618	8,861
4.250	8,494

Fisher Pivots for day following 07-Jun-2010
Pivot	1 day	3 day
R1	9,563	9,750
PP	9,525	9,650
S1	9,488	9,550

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols